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49610 results
  • New evidence shows characteristics of financial cycles Hiebert P., Peltonen T., Schüler Y.

    blogs.lse.ac.uk blogs.lse.ac.uk
  • How do households allocate their assets? Stylized facts from the Eurosystem Household Finance and Consumption survey Arrondel L., Bartiloro L., Fessler P., Lindner P., Mathä T., Rampazzi C., Savignac F., Schmidt T., Schürz M., Vermeulen P.

    ijcb.org ijcb.org
  • Consumer cash usage: A cross-country comparison with payment diary survey data Bagnall J., Bounie D., Huynh K., Kosse A., Schmidt T., Schuh S., Stix H.

    ijcb.org ijcb.org
  • Household saving behavior and credit constraints in the Euro area Le Blanc J., Porpiglia A., Teppa F., Zhu J., Ziegelmeyer M.

    ijcb.org ijcb.org
  • Investment-Specific Shocks, Business Cycles, and Asset Prices Curatola G., Donadelli M., Grüning P., Meinerding C.

  • Financial shocks and inflation dynamics Abbate A., Eickmeier S., Prieto Fernandez E.

    cama.crawford.anu.edu.au cama.crawford.anu.edu.au
  • Die Partei im regionalen Fokus: Mitgliederschwund, Alterungsprozesse und Mitgliederpartizipation bei der SPD – Ergebnisse zweier empirischer Studien Dose N., Fischer A.-K., Golla N.

  • Modelling illiquidity spillovers wiShould the Marketing of subordinated debt be restricted/different in one way or the other? What to do in case of misselling?th Hawkes processes: an application to the sovereign bond market Goetz M., Tröger T.

  • The crux of the matter with deposits: low interest rates squeezing credit institutions' margins Drescher C., Ruprecht B., Gründer M., Papageorgiou M., Töws E., Brinkmann F.

  • Banks' Equity Stakes and Lending: Evidence from a Tax Reform von Beschwitz B., Foos D.

  • Bank risk taking and liquidity creation following regulatory interventions and capital support Berger A., Bouwman C., Kick T., Schaeck K.

  • A Note on Credit Spread Forwards Hertrich M.

  • The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone Hertrich M.

  • Collateral, Central Bank Repos, and Systemic Arbitrage Fecht F., Nyborg K., Rocholl J., Worschitz J.

    dx.doi.org dx.doi.org
  • Stochastische Prozesse – Eine Einführung für Statistiker und Datenwissenschaftler Webel K., Wied D.

    doi.org doi.org
  • Comprehensive QIS on interest rate risk in the banking book Goh E., Pliszka K., Reinard D.

  • A Thermodynamical View on Asset Pricing Gündüz G., Gündüz Y.

    Gündüz, G., and Y. Gündüz (2016),

  • A one-off wealth levy? Assessing the pros, the cons and the importance of credibility Kempkes G., Stähler N.

    doi.org doi.org
  • NAIRU estimates for Germany: New evidence on the inflation-unemployment tradeoff Kajuth F.

    doi.org doi.org
  • Der Einfluss des Einlagesatzes des Eurosystems auf das Kreditangebot der Banken Bucher M., Neyer U.

    doi.org doi.org
  • The Ifo DSGE Model for the German Economy Hristov N.

    Hristov, N. (2016), The Ifo DSGE Model for the German Economy, ifo Working Paper No. 210.

  • Do Foreign banks stabilize cross-border bank flows and domestic lending in emerging markets? Evidence from the Global Finanical Crisis Vogel U., Winkler A.

    link.springer.com link.springer.com
  • Time-varying volatility, financial intermediation and monetary policy Eickmeier S., Metiu N., Prieto Fernandez E.

    ideas.repec.org ideas.repec.org
  • Time-varying volatility, financial intermediation and monetary policy Eickmeier S., Metiu N., Prieto Fernandez E.

    crawford.anu.edu.au crawford.anu.edu.au
  • Has the banking system become more homogeneous? Evidence from banks’ loan portfolios Fricke D.

    doi.org doi.org
  • Securities trading by banks and credit supply: Micro-evidence Abbassi P., Iyer R., Peydró J., Tous F.R.

    esrb.europa.eu esrb.europa.eu
  • The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound Johannsen B. K., Mertens E.

    dx.doi.org dx.doi.org
  • Time variation in macro-financial linkages Eickmeier S., Marcellino M., Prieto Fernandez E.

    doi.org doi.org
  • Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach El-Shagi M., Giesen S., Jung A.

    doi.org doi.org
  • Inflation expectations, disagreement and monetary policy Hoffmann M., Hürtgen P.

    doi.org doi.org
  • The dynamics of crises and the equity premium Branger, N., H. Kraft and C. Meinerding

    doi.org doi.org
  • FDI, Human Capital and Income Convergence - Comparative Evidence for European Regions Jindra B., Marek P., Völlmecke D.

    doi.org doi.org
  • Accounting for the differences between gross and value added trade balances Nagengast A., Stehrer R.

    doi.org doi.org
  • Trade and labor market dynamics: What do we learn from the data? Nordmeier D., Schmerer H., Weber E.

    doi.org doi.org
  • Securities trading by banks and credit supply: Micro-evidence Abbassi P., Iyer R., Peydró J., Tous F.

    doi.org doi.org
  • Loan Pricing: Do Borrowers Benefit from Cost-Efficient Banking? Busch R., Hartmann-Wendels T., Schlüter T., Sievers S.

    doi.org doi.org
  • Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices Kliem M., Uhlig H.

    doi.org doi.org
  • The macroeconomic effects of monetary policy: A new measure for the United Kingdom Cloyne J., Hürtgen P.

    doi.org doi.org
  • The interest rate pass-through in the euro area during the sovereign debt crisis Borstel J., Eickmeier S., Krippner L.

    doi.org doi.org
  • Structural and cyclical effects of tax progression Kremer J., Stähler N.

    doi.org doi.org
  • Household Heterogeneity in the Euro Area Since the Onset of the Great Recession Ampudia M., Pavlickova A., Slacalek J., Vogel E.

    doi.org doi.org
  • Taxing banks: An evaluation of the German bank levy Buch C., Hilberg B., Tonzer L.

    doi.org doi.org
  • Bank liquidity creation and risk taking during distress Berger A.N., Bouwman C.H.S., Kick T., Schaeck K.

    doi.org doi.org
  • Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data Kajuth F., Knetsch T.A., Pinkwart N.

    doi.org doi.org
  • Updating the option implied probability of default methodology Vilsmeier J.

    doi.org doi.org
  • Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models Giesen S. , Scheufele R.

    doi.org doi.org
  • The Roles of Corporate Governance in Bank Failures during the Recent Financial Crisis Berger A., Imbierowicz B., Rauch C.

    doi.org doi.org
  • Productive capabilities: An empirical analysis of their drivers Daude C., Nagengast A., Perea J.

    doi.org doi.org
  • Mobilization of collateral in Germany as a reflection of monetary policy and financial market developments Fichtner J., Müller A., Paulick J., Wittenmayer H.

    doi.org doi.org
  • The imperfect-common-knowledge Phillips curve: Calvo vs Rotemberg Sauer R.

    doi.org doi.org